Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.87% | 1.19 CHF | 1.20 CHF | 69'300 | 69'300 | 69'241 | 69'241 | 79'136 CHF | 79'829 CHF | 100.00% | 100.00% |
15.05.2024 | 0.93% | 1.12 CHF | 1.13 CHF | 73'100 | 73'100 | 72'919 | 72'919 | 78'296 CHF | 79'027 CHF | 100.00% | 100.00% |
14.05.2024 | 0.95% | 1.10 CHF | 1.11 CHF | 77'000 | 77'000 | 76'992 | 76'992 | 80'815 CHF | 81'585 CHF | 99.99% | 99.99% |
13.05.2024 | 0.92% | 1.04 CHF | 1.05 CHF | 74'800 | 74'800 | 74'800 | 74'800 | 80'843 CHF | 81'591 CHF | 100.00% | 100.00% |
10.05.2024 | 0.84% | 1.16 CHF | 1.17 CHF | 64'200 | 64'200 | 64'200 | 64'200 | 76'276 CHF | 76'918 CHF | 100.00% | 100.00% |
08.05.2024 | 0.87% | 1.19 CHF | 1.20 CHF | 71'700 | 71'700 | 71'693 | 71'693 | 81'855 CHF | 82'572 CHF | 99.63% | 99.63% |
07.05.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 73'300 | 73'300 | 73'285 | 73'285 | 80'892 CHF | 81'625 CHF | 99.83% | 99.83% |
06.05.2024 | 0.84% | 1.11 CHF | 1.12 CHF | 66'500 | 66'500 | 66'500 | 66'500 | 79'287 CHF | 79'952 CHF | 100.00% | 100.00% |
03.05.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 66'100 | 66'100 | 66'100 | 66'100 | 75'898 CHF | 76'559 CHF | 100.00% | 100.00% |
02.05.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 59'600 | 59'600 | 59'600 | 59'600 | 74'362 CHF | 74'958 CHF | 99.99% | 99.99% |